Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 128 000 | 128 000 | 130 121 | 130 121 | 426 365 CHF | 427 666 CHF | 99,99% | 99,99% |
14/08/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 132 000 | 132 000 | 131 137 | 131 137 | 424 238 CHF | 425 549 CHF | 99,27% | 99,27% |
13/08/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 132 000 | 132 000 | 132 604 | 132 604 | 419 733 CHF | 421 059 CHF | 99,70% | 99,70% |
12/08/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 134 000 | 134 000 | 133 381 | 133 381 | 416 070 CHF | 417 405 CHF | 99,68% | 99,68% |
09/08/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 136 000 | 136 000 | 134 130 | 134 130 | 413 870 CHF | 415 212 CHF | 99,99% | 99,99% |
08/08/2024 | 0,33% | 3,18 CHF | 3,19 CHF | 134 000 | 134 000 | 135 533 | 135 533 | 412 192 CHF | 413 547 CHF | 99,32% | 99,32% |
07/08/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 136 000 | 136 000 | 135 640 | 135 640 | 410 313 CHF | 411 670 CHF | 99,90% | 99,90% |
06/08/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 138 000 | 138 000 | 138 329 | 138 329 | 404 141 CHF | 405 524 CHF | 99,71% | 99,71% |
02/08/2024 | 0,31% | 3,07 CHF | 3,08 CHF | 136 000 | 136 000 | 132 520 | 132 520 | 424 156 CHF | 425 482 CHF | 99,63% | 99,63% |
30/07/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 124 000 | 124 000 | 123 490 | 123 490 | 455 318 CHF | 456 553 CHF | 100,00% | 100,00% |